+1,220.7%
BAH vs EPAM
+1,105.1%
+115.6%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +20.6% | -19.5% | -1.6% |
| 7D | +6.0% | +23.0% | -17.0% | +2.9% |
| 30D | +31.1% | +51.6% | -20.5% | +23.6% |
| 3M | +25.2% | +50.8% | -25.7% | +17.8% |
| 6M | +18.9% | +51.1% | -32.2% | +11.6% |
| YTD | +8.3% | -19.1% | +27.4% | +9.2% |
| 1Y | +6.2% | +3.0% | +3.2% | +4.2% |
| 3Y | -22.8% | -31.2% | +8.4% | -22.2% |
| 5Y | +13.6% | -76.5% | +90.1% | +26.9% |
| 10Y | +240.2% | +168.4% | +71.8% | +139.9% |
| All | +1,220.7% | +1,105.1% | +115.6% | +802.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EPAM.
Daily Out/Under-Performance
Portfolio return minus EPAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EPAM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded EPAM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling